+19.6%
SW vs FND
-49.4%
+69.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.5% | +0.5% |
| 7D | -5.1% | -5.2% | +0.1% | -2.9% |
| 30D | -4.6% | -19.9% | +15.3% | +4.7% |
| 3M | +9.4% | +2.7% | +6.7% | +7.7% |
| 6M | +3.5% | -21.7% | +25.2% | +12.9% |
| YTD | +22.0% | -17.5% | +39.5% | +29.9% |
| 1Y | +2.2% | -39.3% | +41.5% | +21.4% |
| All | +19.6% | -49.4% | +69.0% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FND wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling